-0.7%
BKR vs IBKR
+2.6%
-3.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -6.6% | -0.7% | -6.2% |
| 7D | -15.2% | -11.1% | -4.2% | -13.6% |
| 30D | -19.1% | -19.7% | +0.6% | -16.2% |
| 3M | -24.8% | -18.0% | -6.8% | -22.6% |
| 6M | -31.6% | -13.2% | -18.4% | -30.5% |
| YTD | +2.5% | +13.4% | -10.9% | -2.8% |
| 1Y | -0.7% | +2.0% | -2.7% | -4.8% |
| All | -0.7% | +2.6% | -3.3% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IBKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling